+11.2%
EIX vs ALK
+15.2%
-4.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -0.6% |
| 7D | +2.5% | +7.1% | -4.5% | +1.6% |
| 30D | +14.1% | -3.0% | +17.1% | +14.3% |
| 3M | -9.4% | -25.6% | +16.2% | -6.4% |
| 6M | -9.1% | +0.5% | -9.6% | -10.0% |
| YTD | +7.1% | -23.1% | +30.2% | +9.0% |
| 1Y | +13.3% | -7.5% | +20.8% | +11.7% |
| All | +11.2% | +15.2% | -4.1% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling